UniCredit Call 20 DUE 18.12.2024
/ DE000HD04MN4
UniCredit Call 20 DUE 18.12.2024/ DE000HD04MN4 /
| 2024-11-12 8:51:44 PM |
Chg.-0.15 |
Bid9:24:50 PM |
Ask9:24:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
-5.93% |
2.38
Bid Size: 2,000 |
2.48
Ask Size: 2,000 |
DUERR AG O.N. |
20.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD04MN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
2.14 |
| Time value: |
0.52 |
| Break-even: |
22.66 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.17 |
| Spread %: |
6.83% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
6.48 |
| Rho: |
0.01 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.29 |
| Previous Close: |
2.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+0.85% |
| 3 Months |
|
|
+84.50% |
| YTD |
|
|
-31.61% |
| 1 Year |
|
|
-25.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
1.54 |
| 1M High / 1M Low: |
2.84 |
1.54 |
| 6M High / 6M Low: |
5.98 |
0.44 |
| High (YTD): |
2024-05-14 |
5.98 |
| Low (YTD): |
2024-09-10 |
0.44 |
| 52W High: |
2024-05-14 |
5.98 |
| 52W Low: |
2024-09-10 |
0.44 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
476.19 |
| Avg. price 6M: |
|
2.35 |
| Avg. volume 6M: |
|
80.15 |
| Avg. price 1Y: |
|
2.75 |
| Avg. volume 1Y: |
|
99.22 |
| Volatility 1M: |
|
337.16% |
| Volatility 6M: |
|
315.73% |
| Volatility 1Y: |
|
236.28% |
| Volatility 3Y: |
|
- |
